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• W2741553535 abstract "ABSTRACTIn this article we study the optimal control of a partially observed Markov chain for which a mean squared cost functional is minimized. Both a terminal cost and a running cost are considered. Minimum principles are established. In both cases, if the optimal control is Markov feedback, more explicit forms for the stochastic integrands and adjoint processes are obtained." @default.
• W2741553535 created "2017-08-08" @default.
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• W2741553535 date "2017-08-09" @default.
• W2741553535 modified "2023-09-24" @default.
• W2741553535 title "The mean squared loss control problem for a partially observed Markov chain" @default.
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• W2741553535 doi "https://doi.org/10.1080/00207179.2017.1362503" @default.
• W2741553535 hasPublicationYear "2017" @default.
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